| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,572.75 |
2,571.50 |
-1.25 |
0.0% |
2,572.75 |
| High |
2,585.50 |
2,578.50 |
-7.00 |
-0.3% |
2,580.75 |
| Low |
2,571.00 |
2,562.25 |
-8.75 |
-0.3% |
2,541.50 |
| Close |
2,574.75 |
2,576.75 |
2.00 |
0.1% |
2,578.50 |
| Range |
14.50 |
16.25 |
1.75 |
12.1% |
39.25 |
| ATR |
12.84 |
13.08 |
0.24 |
1.9% |
0.00 |
| Volume |
1,290,220 |
1,297,222 |
7,002 |
0.5% |
7,373,224 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,621.25 |
2,615.25 |
2,585.75 |
|
| R3 |
2,605.00 |
2,599.00 |
2,581.25 |
|
| R2 |
2,588.75 |
2,588.75 |
2,579.75 |
|
| R1 |
2,582.75 |
2,582.75 |
2,578.25 |
2,585.75 |
| PP |
2,572.50 |
2,572.50 |
2,572.50 |
2,574.00 |
| S1 |
2,566.50 |
2,566.50 |
2,575.25 |
2,569.50 |
| S2 |
2,556.25 |
2,556.25 |
2,573.75 |
|
| S3 |
2,540.00 |
2,550.25 |
2,572.25 |
|
| S4 |
2,523.75 |
2,534.00 |
2,567.75 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,684.75 |
2,670.75 |
2,600.00 |
|
| R3 |
2,645.50 |
2,631.50 |
2,589.25 |
|
| R2 |
2,606.25 |
2,606.25 |
2,585.75 |
|
| R1 |
2,592.25 |
2,592.25 |
2,582.00 |
2,599.25 |
| PP |
2,567.00 |
2,567.00 |
2,567.00 |
2,570.50 |
| S1 |
2,553.00 |
2,553.00 |
2,575.00 |
2,560.00 |
| S2 |
2,527.75 |
2,527.75 |
2,571.25 |
|
| S3 |
2,488.50 |
2,513.75 |
2,567.75 |
|
| S4 |
2,449.25 |
2,474.50 |
2,557.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,585.50 |
2,557.50 |
28.00 |
1.1% |
15.00 |
0.6% |
69% |
False |
False |
1,287,479 |
| 10 |
2,585.50 |
2,541.50 |
44.00 |
1.7% |
14.75 |
0.6% |
80% |
False |
False |
1,350,359 |
| 20 |
2,585.50 |
2,539.25 |
46.25 |
1.8% |
12.00 |
0.5% |
81% |
False |
False |
1,144,192 |
| 40 |
2,585.50 |
2,455.25 |
130.25 |
5.1% |
11.75 |
0.5% |
93% |
False |
False |
1,209,042 |
| 60 |
2,585.50 |
2,414.00 |
171.50 |
6.7% |
14.25 |
0.6% |
95% |
False |
False |
827,060 |
| 80 |
2,585.50 |
2,414.00 |
171.50 |
6.7% |
13.75 |
0.5% |
95% |
False |
False |
621,136 |
| 100 |
2,585.50 |
2,400.75 |
184.75 |
7.2% |
14.50 |
0.6% |
95% |
False |
False |
497,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,647.50 |
|
2.618 |
2,621.00 |
|
1.618 |
2,604.75 |
|
1.000 |
2,594.75 |
|
0.618 |
2,588.50 |
|
HIGH |
2,578.50 |
|
0.618 |
2,572.25 |
|
0.500 |
2,570.50 |
|
0.382 |
2,568.50 |
|
LOW |
2,562.25 |
|
0.618 |
2,552.25 |
|
1.000 |
2,546.00 |
|
1.618 |
2,536.00 |
|
2.618 |
2,519.75 |
|
4.250 |
2,493.25 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,574.50 |
2,575.75 |
| PP |
2,572.50 |
2,574.75 |
| S1 |
2,570.50 |
2,574.00 |
|